+70.3%
SE vs CBRE
+79.1%
-8.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | +2.0% | +5.2% | -3.2% | +0.3% |
| 30D | -20.0% | +6.2% | -26.2% | -21.8% |
| 3M | -31.8% | -8.1% | -23.7% | -29.9% |
| 6M | -15.9% | -6.6% | -9.2% | -14.3% |
| YTD | -40.6% | -15.7% | -24.9% | -38.0% |
| 1Y | -50.7% | -9.7% | -41.0% | -49.7% |
| 3Y | +70.3% | +80.4% | -10.1% | +110.6% |
| All | +70.3% | +79.1% | -8.8% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CBRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling